Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 2, pp. 348-360
Citer cet article
A. Yu. Veretennikov. On the strong solutions of stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 2, pp. 348-360. http://geodesic.mathdoc.fr/item/TVP_1979_24_2_a7/
@article{TVP_1979_24_2_a7,
author = {A. Yu. Veretennikov},
title = {On the strong solutions of stochastic differential equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {348--360},
year = {1979},
volume = {24},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_2_a7/}
}
TY - JOUR
AU - A. Yu. Veretennikov
TI - On the strong solutions of stochastic differential equations
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1979
SP - 348
EP - 360
VL - 24
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1979_24_2_a7/
LA - ru
ID - TVP_1979_24_2_a7
ER -
%0 Journal Article
%A A. Yu. Veretennikov
%T On the strong solutions of stochastic differential equations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1979
%P 348-360
%V 24
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1979_24_2_a7/
%G ru
%F TVP_1979_24_2_a7
It is proved that under some conditions the equation $$ x_t=x_0+\int_0^t\sigma(s,x_s)\,dw_s+\int_0^t b(s,x_s)\,ds $$ has a strong solution and that the pathwise uniqueness for this solution holds.
